+147.1%
TRMB vs FIVE
+826.1%
-679.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | 0.0% |
| 7D | -17.9% | -1.7% | -16.2% | -17.9% |
| 30D | -12.0% | +14.9% | -26.9% | -15.5% |
| 3M | -8.4% | +7.6% | -16.1% | -11.0% |
| 6M | -21.5% | +6.4% | -28.0% | -24.1% |
| YTD | -31.5% | +28.1% | -59.6% | -37.2% |
| 1Y | -33.4% | +54.7% | -88.1% | -41.9% |
| 3Y | +26.5% | +36.1% | -9.6% | +6.7% |
| 5Y | -37.9% | +14.9% | -52.8% | -46.6% |
| 10Y | +107.3% | +578.8% | -471.5% | +19.8% |
| All | +147.1% | +826.1% | -679.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling